+66.9%
AMAT vs EFA
+11.8%
+55.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -3.1% |
| 7D | +11.4% | +2.2% | +9.1% | +6.9% |
| 30D | -17.0% | +1.4% | -18.4% | -18.6% |
| 3M | -30.6% | -4.2% | -26.5% | -23.9% |
| 6M | -14.9% | +1.9% | -16.9% | -16.0% |
| YTD | +44.7% | +10.2% | +34.5% | +23.8% |
| 1Y | +66.9% | +12.8% | +54.1% | +36.7% |
| All | +66.9% | +11.8% | +55.1% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling